| Trading Metrics calculated at close of trading on 24-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Aug-2016 | 24-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 18,420 | 18,450 | 30 | 0.2% | 18,455 |  
                        | High | 18,521 | 18,454 | -67 | -0.4% | 18,535 |  
                        | Low | 18,420 | 18,343 | -77 | -0.4% | 18,354 |  
                        | Close | 18,443 | 18,384 | -59 | -0.3% | 18,454 |  
                        | Range | 101 | 111 | 10 | 9.9% | 181 |  
                        | ATR | 116 | 116 | 0 | -0.3% | 0 |  
                        | Volume | 121 | 135 | 14 | 11.6% | 1,043 |  | 
    
| 
        
            | Daily Pivots for day following 24-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,727 | 18,666 | 18,445 |  |  
                | R3 | 18,616 | 18,555 | 18,415 |  |  
                | R2 | 18,505 | 18,505 | 18,404 |  |  
                | R1 | 18,444 | 18,444 | 18,394 | 18,419 |  
                | PP | 18,394 | 18,394 | 18,394 | 18,381 |  
                | S1 | 18,333 | 18,333 | 18,374 | 18,308 |  
                | S2 | 18,283 | 18,283 | 18,364 |  |  
                | S3 | 18,172 | 18,222 | 18,354 |  |  
                | S4 | 18,061 | 18,111 | 18,323 |  |  | 
        
            | Weekly Pivots for week ending 19-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,991 | 18,903 | 18,554 |  |  
                | R3 | 18,810 | 18,722 | 18,504 |  |  
                | R2 | 18,629 | 18,629 | 18,487 |  |  
                | R1 | 18,541 | 18,541 | 18,471 | 18,495 |  
                | PP | 18,448 | 18,448 | 18,448 | 18,424 |  
                | S1 | 18,360 | 18,360 | 18,438 | 18,314 |  
                | S2 | 18,267 | 18,267 | 18,421 |  |  
                | S3 | 18,086 | 18,179 | 18,404 |  |  
                | S4 | 17,905 | 17,998 | 18,355 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 18,521 | 18,343 | 178 | 1.0% | 99 | 0.5% | 23% | False | True | 143 |  
                | 10 | 18,535 | 18,343 | 192 | 1.0% | 101 | 0.5% | 21% | False | True | 166 |  
                | 20 | 18,535 | 18,085 | 450 | 2.4% | 109 | 0.6% | 66% | False | False | 122 |  
                | 40 | 18,535 | 17,168 | 1,367 | 7.4% | 133 | 0.7% | 89% | False | False | 101 |  
                | 60 | 18,535 | 16,876 | 1,659 | 9.0% | 141 | 0.8% | 91% | False | False | 82 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.0% | 121 | 0.7% | 91% | False | False | 64 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.0% | 107 | 0.6% | 91% | False | False | 52 |  
                | 120 | 18,535 | 16,745 | 1,790 | 9.7% | 92 | 0.5% | 92% | False | False | 44 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,926 |  
            | 2.618 | 18,745 |  
            | 1.618 | 18,634 |  
            | 1.000 | 18,565 |  
            | 0.618 | 18,523 |  
            | HIGH | 18,454 |  
            | 0.618 | 18,412 |  
            | 0.500 | 18,399 |  
            | 0.382 | 18,386 |  
            | LOW | 18,343 |  
            | 0.618 | 18,275 |  
            | 1.000 | 18,232 |  
            | 1.618 | 18,164 |  
            | 2.618 | 18,053 |  
            | 4.250 | 17,871 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,399 | 18,432 |  
                                | PP | 18,394 | 18,416 |  
                                | S1 | 18,389 | 18,400 |  |